Strategies / S25
Keltner Breakout
Buy a close above the Keltner channel, exit at its mid-line.
Results
| Market class | Return | Holding | Sharpe | Max DD | Win rate | Trades |
|---|---|---|---|---|---|---|
| Crypto, 1d | +135% | +602% | 0.60 | -34.5% | 38.6% | 536 |
| Stocks, 1d | +728% | +28K% | 1.02 | -12.6% | 44.5% | 861 |
| Forex, 1d | +4.8% | +3.1% | 0.08 | -10.1% | 34.5% | 333 |
| Commodities, 1d | +105% | +1,833% | 0.32 | -23.1% | 37.7% | 544 |
| Indices, 1d | +78.7% | +878% | 0.44 | -9.4% | 43.0% | 493 |
The exact rule
- Go long when close is above EMA(20) + 2 x ATR(20).
- Exit the long when close is below EMA(20).
- Declared timeframe: 1d.
Explain it with Ask AI (Premium, on a desktop)
Watch it trade
This runs the same engine in your browser on the latest candles, with your own costs. Press Replay to watch every entry and exit arrive bar by bar.
Download
Pine ScriptFor TradingView
Paper botRuns on the Bot API, no real money
Python backtestOne file, no dependencies
READMEThe rule in plain words
Want it to run by itself? Read the automate guide, and use paper money first.
Related strategies
Breakout With ATR TrailA 20-bar high, then a 3 ATR trailing stop rides the move.Squeeze BreakoutBollinger bands inside Keltner, then the first close above the band.Dip or BreakoutTakes whichever comes first: an RSI dip or a 20-day high.
Research, not advice. Past results do not predict future ones. Results run to 2026-10-31.